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Cross-correlation between simultaneously generated sequences of pseudo-random uniform deviates

โœ Scribed by N. H. Anderson; D. M. Titterington


Book ID
104645034
Publisher
Springer US
Year
1993
Tongue
English
Weight
332 KB
Volume
3
Category
Article
ISSN
0960-3174

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โœฆ Synopsis


Systematic patterns are revealed when sequences of pseudo-random uniform deviates are generated from multiplicative congruential generators. If the initial seeds, x0 and Y0, for two such sequences are related by Yo = (nl/nz)xo, where nl and n2 are relatively prime, positive integers, then an approximate argument suggests that the asymptotic correlation coefficient between corresponding members of the two sequences is (nln2) -1 . This unsettling phenomenon is discussed in the context of related, existing literature.


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